Julius Finance
Julius Finance, the model fusion specialist, is a venture funded startup that has produced breakthrough research for fusing highly complex financial data into unified, internally consistent models.
Our technology provides unprecedented visibility for market derived pricing and analytics, whether it be for bespoke valuation, risk management, portfolio management, scenario analysis, structured/hybrid products or trading.
Initially focused on the $58 trillion dollar credit derivatives market, our product suite includes:
JuliusProp™, an enhanced analytic data service for end user market participants providing a full range of market implied risk metrics, exotic prices, and forward-looking analysis uniquely derived using next generation unified credit models. Calibrated using the full set of observed CDS quotes and index tranche prices, JuliusProp serves the needs of participants looking for deep analytics to evaluate market conditions, possible scenarios as well as the implications of those prices.
JuliusBridge™, an enhanced data service for providers of credit market data wishing to augment their data feeds with implied market pricing levels for credit indexes, providing market consistent pricing of both traded and non-traded tranches of indexes, hypothetical non-traded "thin" tranches and arbitrary maturity dates.
Our analytics engines have maintained model stability throughout the current credit crisis.